MGARCHM

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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yaser
Posts: 9
Joined: Tue Nov 23, 2010 9:49 am

MGARCHM

Postby yaser » Tue Nov 23, 2010 10:02 am

hi everybody
I have to estimate a two variable garch in mean system, I have two series of data, Inflation and economic growth.
can anybody tell me how to estimate it step by step using eviews 6.

trubador
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Posts: 1518
Joined: Thu Nov 20, 2008 12:04 pm

Re: MGARCHM

Postby trubador » Wed Nov 24, 2010 1:51 am

The following code might be useful: viewtopic.php?f=4&t=273#p971


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